Overall Statistics
Total Trades
1
Average Win
0%
Average Loss
0%
Compounding Annual Return
7.027%
Drawdown
55.500%
Expectancy
0
Net Profit
347.980%
Sharpe Ratio
0.383
Probabilistic Sharpe Ratio
0.020%
Loss Rate
0%
Win Rate
0%
Profit-Loss Ratio
0
Alpha
-0
Beta
1.007
Annual Standard Deviation
0.161
Annual Variance
0.026
Information Ratio
0.022
Tracking Error
0.002
Treynor Ratio
0.061
Total Fees
$5.10
Estimated Strategy Capacity
$45000000.00
Lowest Capacity Asset
SPY R735QTJ8XC9X
 
namespace QuantConnect.Algorithm.CSharp
{
    public class MyAlgorithm : QCAlgorithm
    {
		private Symbol _symbol;
		
        public override void Initialize()
        {
            SetStartDate(2000, 1, 1);
            SetCash(100000);
            _symbol = AddEquity("SPY", Resolution.Daily).Symbol;
        }

        public override void OnData(Slice data)
        {
            if (!Portfolio.Invested)
            {
               SetHoldings(_symbol, 1);
            }
        }

    }
}